Title :
The instrumental variable method as a Fourier technique for frequency estimation
Author :
Spathopoulos, M.P. ; Bryant, G.F.
Author_Institution :
Strathclyde Univ., Glasgow, UK
Abstract :
Consideration is given to the extended instrumental variable method for frequency estimation. A method for constructing the instrumental variables using preselected frequencies is proposed. A higher order recursive formulation of this technique is considered which improves the algorithm´s convergence properties. The effect of overdetermining the model order is analyzed
Keywords :
Fourier analysis; convergence of numerical methods; parameter estimation; Fourier technique; convergence; extended instrumental variable method; frequency estimation; high order recursive formulation; preselected frequencies; Convergence; Equations; Erbium; Filters; Frequency estimation; Instruments; Narrowband; Polynomials; Recursive estimation; White noise;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194581